Strategy and Risk sdk

pulse-sdk/src/lib.rs

@@ -1,25 +1,152 @@
-#[cfg(target_os = "macos")]
-use std::path::PathBuf;
-
 pub mod general;
 pub mod plugin;
 pub mod terminal;
 pub mod units;
 pub use hypersdk;
 
+use tokio::io::{AsyncReadExt, AsyncWriteExt};
+
+use crate::plugin::{RiskEngineMessage, StrategyEngineMessage};
+
 pub mod prelude {
     pub use crate::general::*;
     pub use crate::plugin::*;
     pub use crate::server_path;
     pub use crate::terminal::*;
     pub use crate::units::*;
+
     pub use hypersdk;
+    pub use postcard;
 }
 
-pub fn server_path() -> PathBuf {
-    PathBuf::from("/tmp/pulse-engine.sock")
+pub fn server_path() -> std::path::PathBuf {
+    std::path::PathBuf::from("/tmp/pulse-engine.sock")
 }
 
 pub fn map_postcard_err<T>(res: postcard::Result<T>) -> tokio::io::Result<T> {
     res.map_err(|e| tokio::io::Error::new(std::io::ErrorKind::Other, e))
 }
+
+pub async fn send_raw(data: &[u8]) -> tokio::io::Result<()> {
+    let mut stdout = tokio::io::stdout();
+
+    stdout.write_all(&data.len().to_le_bytes()).await?;
+    stdout.write_all(data).await?;
+    stdout.flush().await?;
+
+    Ok(())
+}
+
+macro_rules! engine_methods {
+    ($t:ty) => {
+        async fn start(&self) -> tokio::io::Result<()> {
+            let mut stdin = tokio::io::stdin();
+
+            loop {
+                let mut len_buf = [0u8; size_of::<usize>()];
+                let size = stdin.read_exact(&mut len_buf).await?;
+
+                let len = usize::from_le_bytes(len_buf);
+
+                if size == 0 || len == 0 {
+                    break Ok(());
+                }
+
+                let mut buffer = vec![0u8; len];
+
+                stdin.read_exact(&mut buffer).await?;
+
+                self.on_raw(&buffer).await?;
+            }
+        }
+
+        async fn send(&self, msg: &$t) -> tokio::io::Result<()> {
+            $crate::send_raw(&$crate::map_postcard_err(
+                $crate::prelude::postcard::to_allocvec(msg),
+            )?)
+            .await
+        }
+    };
+}
+
+#[allow(async_fn_in_trait)]
+pub trait Strategy {
+    engine_methods!(prelude::StrategyMessage);
+
+    async fn on_raw(&self, data: &[u8]) -> tokio::io::Result<()> {
+        match map_postcard_err(postcard::from_bytes(&data))? {
+            StrategyEngineMessage::Initialize => self.initialize().await,
+            StrategyEngineMessage::Command { command, args } => self.command(command, args).await,
+            StrategyEngineMessage::WatchList(watchlist) => self.watchlist(watchlist).await,
+            StrategyEngineMessage::Incoming(incoming) => self.incoming(incoming).await,
+            StrategyEngineMessage::Candlestick {
+                symbol,
+                interval,
+                candles,
+            } => self.candlestick(symbol, interval, candles).await,
+        }
+    }
+
+    async fn initialize(&self) -> tokio::io::Result<()> {
+        unimplemented!("Strategy::initialize")
+    }
+
+    async fn command(&self, _command: String, _args: Vec<String>) -> tokio::io::Result<()> {
+        unimplemented!("Strategy::command")
+    }
+
+    async fn watchlist(&self, _watchlist: Vec<prelude::MarketItem>) -> tokio::io::Result<()> {
+        unimplemented!("Strategy::watchlist")
+    }
+
+    async fn incoming(&self, _incoming: hypersdk::hypercore::Incoming) -> tokio::io::Result<()> {
+        unimplemented!("Strategy::event")
+    }
+
+    async fn candlestick(
+        &self,
+        _symbol: String,
+        _interval: hypersdk::hypercore::CandleInterval,
+        _candles: Vec<hypersdk::hypercore::Candle>,
+    ) -> tokio::io::Result<()> {
+        unimplemented!("Strategy::candlestick")
+    }
+}
+
+#[allow(async_fn_in_trait)]
+pub trait Risk {
+    engine_methods!(prelude::RiskMessage);
+
+    async fn on_raw(&self, data: &[u8]) -> tokio::io::Result<()> {
+        match map_postcard_err(postcard::from_bytes(&data))? {
+            RiskEngineMessage::Initialize => self.initialize().await,
+            RiskEngineMessage::Command { command, args } => self.command(command, args).await,
+            RiskEngineMessage::WatchList(watchlist) => self.watchlist(watchlist).await,
+            RiskEngineMessage::Signal(signal) => {
+                self.send(&prelude::RiskMessage::Signal(
+                    self.signal_request(signal).await?,
+                ))
+                .await
+            }
+        }
+    }
+
+    async fn initialize(&self) -> tokio::io::Result<()> {
+        unimplemented!("Risk::initialize")
+    }
+
+    async fn command(&self, _command: String, _args: Vec<String>) -> tokio::io::Result<()> {
+        unimplemented!("Risk::command")
+    }
+
+    async fn watchlist(&self, _watchlist: Vec<prelude::MarketItem>) -> tokio::io::Result<()> {
+        unimplemented!("Risk::watchlist")
+    }
+
+    async fn signal_request(
+        &self,
+        _signal: prelude::StrategySignal,
+    ) -> tokio::io::Result<prelude::RiskSignal> {
+        unimplemented!("Risk::signal_request")
+    }
+}

pulse-sdk/src/plugin.rs

@@ -3,7 +3,7 @@ use crate::{
     terminal::MarketItem,
     units::Direction,
 };
-use hypersdk::hypercore::{Candle, CandleInterval, Subscription};
+use hypersdk::hypercore::{Candle, CandleInterval, Incoming, Subscription};
 
 #[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
 pub struct StrategyManifest {
@@ -51,9 +51,7 @@ pub enum RiskMessage {
 
     GetWatchList,
 
-    Approve(Signal),
-
-    Reject { reason: String },
+    Signal(RiskSignal),
 }
 
 #[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
@@ -67,11 +65,7 @@ pub enum StrategyEngineMessage {
         args: Vec<String>,
     },
 
-    CandleUpdate {
-        symbol: String,
-        interval: CandleInterval,
-        candle: Candle,
-    },
+    Incoming(Incoming),
 
     Candlestick {
         symbol: String,
@@ -98,3 +92,12 @@ pub struct StrategySignal {
     pub confidence: f32,
     pub price: Option<f64>,
 }
+
+#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
+pub enum RiskSignal {
+    Approve(Signal),
+    Reject {
+        rejection_confidence: f32,
+        reason: String,
+    },
+}